(1) Background: The anthocyanin delphinidin exhibits anti-angiogenic properties both in in vitro and in vivo angiogenesis models. However, in vivo delphinidin is poorly absorbed, thus its modest bioavailability and stability reduce its anti-angiogenic effects. The present work takes advantage of small extracellular vesicle (sEV) properties to enhance both the stability and efficacy of delphinidin. When encapsulated in sEVs, delphinidin inhibits the different stages of angiogenesis on human aortic endothelial cells (HAoECs). (2) Methods: sEVs from immature dendritic cells were produced and loaded with delphinidin. A method based on UHPLC-HRMS was implemented to assess delphinidin metabolites within sEVs. Proliferation assay, nitric oxide (NO) production and Matrigel assay were evaluated in HAoECs. (3) Results: Delphinidine, 3-O-β-rutinoside and Peonidin-3-galactoside were found both in delphinidin and delphinidin-loaded sEVs. sEV-loaded delphinidin increased the potency of free delphinidin 2-fold for endothelial proliferation, 10-fold for endothelial NO production and 100-fold for capillary-like formation. Thus, sEV-loaded delphinidin exerts effects on the different steps of angiogenesis. (4) Conclusions: sEVs may be considered as a promising approach to deliver delphinidin to target angiogenesis-related diseases, including cancer and pathologies associated with excess vascularization.